CGJIX vs. CSDAX
Compare and contrast key facts about Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) and Calvert Short Duration Income Fund (CSDAX).
CGJIX is managed by Calvert Research and Management. It was launched on Jun 19, 2015. CSDAX is managed by Calvert Research and Management. It was launched on Jan 31, 2002.
Performance
CGJIX vs. CSDAX - Performance Comparison
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CGJIX vs. CSDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CGJIX Calvert US Large-Cap Growth Responsible Index Fund | -9.44% | 14.56% | 27.74% | 36.66% | -26.84% | 26.13% | 38.69% | 35.29% | 0.74% | 27.39% |
CSDAX Calvert Short Duration Income Fund | -0.37% | 6.22% | 5.00% | 6.58% | -5.36% | 0.88% | 4.52% | 6.21% | 0.05% | 2.17% |
Returns By Period
In the year-to-date period, CGJIX achieves a -9.44% return, which is significantly lower than CSDAX's -0.37% return. Over the past 10 years, CGJIX has outperformed CSDAX with an annualized return of 15.35%, while CSDAX has yielded a comparatively lower 2.73% annualized return.
CGJIX
- 1D
- -0.50%
- 1M
- -8.33%
- YTD
- -9.44%
- 6M
- -7.33%
- 1Y
- 13.17%
- 3Y*
- 17.08%
- 5Y*
- 10.41%
- 10Y*
- 15.35%
CSDAX
- 1D
- 0.13%
- 1M
- -1.32%
- YTD
- -0.37%
- 6M
- 0.79%
- 1Y
- 3.99%
- 3Y*
- 5.05%
- 5Y*
- 2.41%
- 10Y*
- 2.73%
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CGJIX vs. CSDAX - Expense Ratio Comparison
CGJIX has a 0.24% expense ratio, which is lower than CSDAX's 0.76% expense ratio.
Return for Risk
CGJIX vs. CSDAX — Risk / Return Rank
CGJIX
CSDAX
CGJIX vs. CSDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) and Calvert Short Duration Income Fund (CSDAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| CGJIX | CSDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 2.11 | -1.44 |
Sortino ratioReturn per unit of downside risk | 1.11 | 3.64 | -2.53 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.47 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | 0.86 | 2.99 | -2.13 |
Martin ratioReturn relative to average drawdown | 3.67 | 12.30 | -8.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CGJIX | CSDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 2.11 | -1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 1.03 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 1.20 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 1.69 | -0.93 |
Correlation
The correlation between CGJIX and CSDAX is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CGJIX vs. CSDAX - Dividend Comparison
CGJIX's dividend yield for the trailing twelve months is around 3.36%, less than CSDAX's 4.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGJIX Calvert US Large-Cap Growth Responsible Index Fund | 3.36% | 3.05% | 2.04% | 0.53% | 0.51% | 1.85% | 1.76% | 1.64% | 5.72% | 2.19% | 1.13% | 0.00% |
CSDAX Calvert Short Duration Income Fund | 4.07% | 4.42% | 4.28% | 3.24% | 1.95% | 2.25% | 2.58% | 2.79% | 2.67% | 1.84% | 2.07% | 1.84% |
Drawdowns
CGJIX vs. CSDAX - Drawdown Comparison
The maximum CGJIX drawdown since its inception was -31.18%, which is greater than CSDAX's maximum drawdown of -9.96%. Use the drawdown chart below to compare losses from any high point for CGJIX and CSDAX.
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Drawdown Indicators
| CGJIX | CSDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.18% | -9.96% | -21.22% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -1.51% | -11.11% |
Max Drawdown (5Y)Largest decline over 5 years | -31.18% | -8.14% | -23.04% |
Max Drawdown (10Y)Largest decline over 10 years | -31.18% | -9.96% | -21.22% |
Current DrawdownCurrent decline from peak | -11.15% | -1.32% | -9.83% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -0.71% | -4.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 0.37% | +2.60% |
Volatility
CGJIX vs. CSDAX - Volatility Comparison
Calvert US Large-Cap Growth Responsible Index Fund (CGJIX) has a higher volatility of 4.74% compared to Calvert Short Duration Income Fund (CSDAX) at 0.64%. This indicates that CGJIX's price experiences larger fluctuations and is considered to be riskier than CSDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGJIX | CSDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 0.64% | +4.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 1.30% | +8.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.14% | 2.09% | +18.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.77% | 2.34% | +17.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.98% | 2.29% | +17.69% |